+943.2%
XBI vs ADM
+365.3%
+577.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | +2.9% | +11.0% | -8.1% | -0.7% |
| 3M | +26.2% | +6.0% | +20.2% | +23.3% |
| 6M | +30.7% | +26.9% | +3.8% | +19.9% |
| YTD | +32.9% | +50.0% | -17.1% | +15.1% |
| 1Y | +72.3% | +39.6% | +32.7% | +52.1% |
| 3Y | +107.2% | +18.5% | +88.7% | +87.3% |
| 5Y | +23.2% | +62.6% | -39.4% | -2.8% |
| 10Y | +158.5% | +162.4% | -3.9% | +66.5% |
| All | +943.2% | +365.3% | +577.9% | +439.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ADM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling